Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Q2774442)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some optimal stopping problems with nontrivial boundaries for pricing exotic options |
scientific article |
Statements
Some optimal stopping problems with nontrivial boundaries for pricing exotic options (English)
0 references
28 February 2002
0 references
Black-Scholes model
0 references
exotic options
0 references
optimal stopping
0 references
